CAS Exam MAS-I Fall 2018, Question 1
Study guide: Exam MAS-I
Insurance claims are made according to a Poisson process \{N(t), t \ge 0\} with rate \lambda = 1.
Calculate E[N(1) \cdot N(2)].
- A) Less than 1.5
- B) At least 1.5, but less than 2.5
- C) At least 2.5, but less than 3.5
- D) At least 3.5, but less than 4.5
- E) At least 4.5
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